Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20.11.2024 | 1.05% | 0.90 CHF | 0.91 CHF | 75'000 | 75'000 | 72'624 | 72'624 | 69'133 CHF | 69'859 CHF | 99.38% | 99.38% |
19.11.2024 | 1.05% | 0.96 CHF | 0.97 CHF | 75'000 | 75'000 | 73'198 | 73'198 | 69'121 CHF | 69'853 CHF | 99.30% | 99.30% |
18.11.2024 | 1.00% | 1.01 CHF | 1.02 CHF | 50'000 | 50'000 | 61'729 | 61'729 | 61'418 CHF | 62'035 CHF | 99.30% | 99.30% |
15.11.2024 | 1.06% | 0.93 CHF | 0.94 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 70'131 CHF | 70'881 CHF | 99.39% | 99.39% |
14.11.2024 | 1.08% | 0.94 CHF | 0.95 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 69'125 CHF | 69'875 CHF | 99.35% | 99.35% |
13.11.2024 | 1.09% | 0.89 CHF | 0.90 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 68'192 CHF | 68'942 CHF | 99.37% | 99.37% |
12.11.2024 | 1.05% | 0.89 CHF | 0.90 CHF | 75'000 | 75'000 | 74'904 | 74'904 | 70'866 CHF | 71'615 CHF | 99.08% | 99.08% |
11.11.2024 | 1.02% | 1.00 CHF | 1.01 CHF | 50'000 | 50'000 | 72'069 | 72'069 | 70'517 CHF | 71'237 CHF | 99.23% | 99.23% |
08.11.2024 | 1.05% | 0.93 CHF | 0.94 CHF | 75'000 | 75'000 | 74'892 | 74'892 | 70'787 CHF | 71'536 CHF | 99.38% | 99.38% |
07.11.2024 | 0.99% | 0.99 CHF | 1.00 CHF | 50'000 | 50'000 | 53'062 | 53'062 | 53'520 CHF | 54'051 CHF | 99.25% | 99.25% |